//-------------------------------------------------------------------------
public virtual void test_presentValueSensitivity()
{
PointSensitivityBuilder point = PRICER.presentValueSensitivity(PRODUCT, PROVIDER);
CurrencyParameterSensitivities computed = PROVIDER.parameterSensitivity(point.build());
CurrencyParameterSensitivities expected = FD_CAL.sensitivity(PROVIDER, p => PRICER.presentValue(PRODUCT, p));
assertTrue(computed.equalWithTolerance(expected, 30d * NOTIONAL * EPS));
}
//-------------------------------------------------------------------------
/// <summary>
/// Calculates the present value sensitivity of the fixed coupon bond trade.
/// <para>
/// The present value sensitivity of the trade is the sensitivity of the present value to
/// the underlying curves.
/// </para>
/// <para>
/// Coupon payments of the underlying product are considered based on the settlement date of the trade.
///
/// </para>
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="provider"> the discounting provider </param>
/// <returns> the present value curve sensitivity of the trade </returns>
public virtual PointSensitivities presentValueSensitivity(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider)
{
LocalDate settlementDate = this.settlementDate(trade, provider.ValuationDate);
PointSensitivityBuilder sensiProduct = productPricer.presentValueSensitivity(trade.Product, provider, settlementDate);
return(presentValueSensitivityFromProductPresentValueSensitivity(trade, provider, sensiProduct).build());
}